[Robast-commits] r1146 - in branches/robast-1.2/pkg/RobExtremes: . R inst/scripts man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Aug 16 00:26:14 CEST 2018
Author: ruckdeschel
Date: 2018-08-16 00:26:14 +0200 (Thu, 16 Aug 2018)
New Revision: 1146
Modified:
branches/robast-1.2/pkg/RobExtremes/NAMESPACE
branches/robast-1.2/pkg/RobExtremes/R/AllClass.R
branches/robast-1.2/pkg/RobExtremes/R/Expectation.R
branches/robast-1.2/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R
branches/robast-1.2/pkg/RobExtremes/R/startEstGEV.R
branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R
branches/robast-1.2/pkg/RobExtremes/man/E.Rd
branches/robast-1.2/pkg/RobExtremes/man/GEVFamily.Rd
branches/robast-1.2/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd
branches/robast-1.2/pkg/RobExtremes/man/internal-methods.Rd
branches/robast-1.2/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd
Log:
[RobExtremes] branch 2.8:
+ fixed minor issues in scripts/RobFitsAtRealData.R
+ expectation E() of Pareto, GPD, and GEV gain argument diagnostic and use dot-filtering (like in distrEx)
+ minor bugfixes in .getBetaXiGEW
+ new S4 classes
"GPDML.ALEstimate", "GPDCvMMD.ALEstimate", and "GEVML.ALEstimate", "GEVCvMMD.ALEstimate"
+ warning/caveat in the help to GEVFamily/GEVFamilyMuUnknown as to the accuracy of PickandsEstimator for GEV
+ deleted classes "GPDMCALEstimate", "GEVMCALEstimate" as not every MCE is an ALE -> this gave misleading error messages
Modified: branches/robast-1.2/pkg/RobExtremes/NAMESPACE
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/NAMESPACE 2018-08-15 20:56:26 UTC (rev 1145)
+++ branches/robast-1.2/pkg/RobExtremes/NAMESPACE 2018-08-15 22:26:14 UTC (rev 1146)
@@ -29,10 +29,13 @@
exportClasses("DistributionsIntegratingByQuantiles")
exportClasses("ParamWithLocAndScaleAndShapeFamParameter")
exportClasses("L2LocScaleShapeUnion")
-exportClasses("GPDEstimate","GPDMCEstimate","GPDMCALEstimate","GPDLDEstimate",
+exportClasses("GPDEstimate","GPDMCEstimate","GPDLDEstimate",
"GPDkStepEstimate","GEVEstimate","GEVLDEstimate",
- "GEVkStepEstimate","GEVMCEstimate", "GEVMCALEstimate",
- "GPDORobEstimate","GEVORobEstimate")
+ "GEVkStepEstimate","GEVMCEstimate",
+ "GPDORobEstimate","GEVORobEstimate",
+ GEVCvMMD.ALEstimate,GEVML.ALEstimate,
+ GPDCvMMD.ALEstimate,GPDML.ALEstimate)
+
exportMethods("initialize", "show", "rescaleFunction")
exportMethods("loc", "loc<-", "kMAD", "Sn", "Qn")
exportMethods("validParameter",
Modified: branches/robast-1.2/pkg/RobExtremes/R/AllClass.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/R/AllClass.R 2018-08-15 20:56:26 UTC (rev 1145)
+++ branches/robast-1.2/pkg/RobExtremes/R/AllClass.R 2018-08-15 22:26:14 UTC (rev 1146)
@@ -284,15 +284,20 @@
setOldClass("gev.fit")
setOldClass("gpd.fit")
+
setClass("GPDEstimate", contains="Estimate")
setClass("GPDMCEstimate", contains=c("MCEstimate", "GPDEstimate"))
-setClass("GPDMCALEstimate", contains=c("MCALEstimate", "GPDEstimate"))
+setClass("GPDML.ALEstimate", contains=c("ML.ALEstimate", "GPDEstimate"))
+setClass("GPDCvMMD.ALEstimate", contains=c("CvMMD.ALEstimate", "GPDEstimate"))
setClass("GPDLDEstimate", contains=c("LDEstimate", "GPDEstimate"))
setClass("GPDkStepEstimate", contains=c("kStepEstimate", "GPDEstimate"))
setClass("GPDORobEstimate", contains=c("ORobEstimate", "GPDkStepEstimate"))
+
setClass("GEVEstimate", contains="Estimate")
setClass("GEVLDEstimate", contains=c("LDEstimate", "GEVEstimate"))
setClass("GEVkStepEstimate", contains=c("kStepEstimate", "GEVEstimate"))
setClass("GEVORobEstimate", contains=c("ORobEstimate", "GEVkStepEstimate"))
setClass("GEVMCEstimate", contains=c("MCEstimate", "GEVEstimate"))
-setClass("GEVMCALEstimate", contains=c("MCALEstimate", "GEVEstimate"))
+setClass("GEVML.ALEstimate", contains=c("ML.ALEstimate", "GEVEstimate"))
+setClass("GEVCvMMD.ALEstimate", contains=c("CvMMD.ALEstimate", "GEVEstimate"))
+
Modified: branches/robast-1.2/pkg/RobExtremes/R/Expectation.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/R/Expectation.R 2018-08-15 20:56:26 UTC (rev 1145)
+++ branches/robast-1.2/pkg/RobExtremes/R/Expectation.R 2018-08-15 22:26:14 UTC (rev 1146)
@@ -7,7 +7,7 @@
setMethod("E", signature(object = "Pareto",
fun = "missing",
cond = "missing"),
- function(object, low = NULL, upp = NULL, ...){
+ function(object, low = NULL, upp = NULL, ..., diagnostic = FALSE){
if(!is.null(low)) if(low <= Min(object)) low <- NULL
a <- shape(object); b <- Min(object)
if(is.null(low) && is.null(upp)){
@@ -15,7 +15,8 @@
else return(b*a/(a-1))
}
else
- return(E(as(object,"AbscontDistribution"), low=low, upp=upp, ...))
+ return(E(object=object,fun=function(x)x, low=low, upp=upp, ...,
+ diagnostic = diagnostic))
})
### source http://mathworld.wolfram.com/ParetoDistribution.html
@@ -24,18 +25,20 @@
setMethod("E", signature(object = "Gumbel",
fun = "missing",
cond = "missing"),
- function(object, low = NULL, upp = NULL, ...){a <- loc(object); b <- scale(object)
+ function(object, low = NULL, upp = NULL, ..., diagnostic = FALSE){
+ a <- loc(object); b <- scale(object)
if(is.null(low) && is.null(upp))
return(a- EULERMASCHERONICONSTANT * b)
else
- return(E(as(object,"AbscontDistribution"), low=low, upp=upp, ...))
+ return(E(object=object,fun=function(x)x, low=low, upp=upp, ...,
+ diagnostic = diagnostic))
})
## http://mathworld.wolfram.com/GumbelDistribution.html
setMethod("E", signature(object = "GPareto",
fun = "missing",
cond = "missing"),
- function(object, low = NULL, upp = NULL, ...){
+ function(object, low = NULL, upp = NULL, ..., diagnostic = FALSE){
if(!is.null(low)) if(low <= Min(object)) low <- NULL
k <- shape(object); s <- scale(object); mu <- loc(object)
if(is.null(low) && is.null(upp)){
@@ -43,7 +46,8 @@
else return(mu+s/(1-k))
}
else
- return(E(as(object,"AbscontDistribution"), low=low, upp=upp, ...))
+ return(E(object=object,fun=function(x)x, low=low, upp=upp, ...,
+ diagnostic = diagnostic))
})
### source http://en.wikipedia.org/wiki/Pareto_distribution
@@ -55,13 +59,20 @@
rel.tol= getdistrExOption("ErelativeTolerance"),
lowerTruncQuantile = getdistrExOption("ElowerTruncQuantile"),
upperTruncQuantile = getdistrExOption("EupperTruncQuantile"),
- IQR.fac = max(1e4,getdistrExOption("IQR.fac")), ...
- ){
- .qtlIntegrate(object = object, fun = fun, low = low, upp = upp,
+ IQR.fac = max(1e4,getdistrExOption("IQR.fac")), ...,
+ diagnostic = FALSE){
+
+ dots <- list(...)
+ dotsI <- .filterEargs(dots)
+ dotsFun <- .filterFunargs(dots,fun)
+ funwD <- function(x) do.call(fun, c(list(x=x),dotsFun))
+
+ do.call(.qtlIntegrate, c(list(object = object, fun = funwD, low = low, upp = upp,
rel.tol= rel.tol, lowerTruncQuantile = lowerTruncQuantile,
upperTruncQuantile = upperTruncQuantile,
IQR.fac = IQR.fac, ...,
- .withLeftTail = FALSE, .withRightTail = TRUE)
+ .withLeftTail = FALSE, .withRightTail = TRUE,
+ diagnostic = diagnostic),dotsI))
})
setMethod("E", signature(object = "GPareto",
@@ -71,11 +82,11 @@
rel.tol= getdistrExOption("ErelativeTolerance"),
lowerTruncQuantile = getdistrExOption("ElowerTruncQuantile"),
upperTruncQuantile = getdistrExOption("EupperTruncQuantile"),
- IQR.fac = max(1e4,getdistrExOption("IQR.fac")), ...
- ){
+ IQR.fac = max(1e4,getdistrExOption("IQR.fac")), ...,
+ diagnostic = FALSE){
dots <- list(...)
- dots.withoutUseApply <- dots
+ dots.withoutUseApply <- .filterEargs(dots)
useApply <- TRUE
if(!is.null(dots$useApply)) useApply <- dots$useApply
dots.withoutUseApply$useApply <- NULL
@@ -100,7 +111,8 @@
lower = low,
upper = upp,
rel.tol = rel.tol,
- distr = object, dfun = d(object)), dots.withoutUseApply)))
+ distr = object, dfun = d(object)), dots.withoutUseApply,
+ diagnostic = diagnostic)))
})
@@ -108,7 +120,7 @@
setMethod("E", signature(object = "GEV",
fun = "missing",
cond = "missing"),
- function(object, low = NULL, upp = NULL, ...){
+ function(object, low = NULL, upp = NULL, ..., diagnostic = FALSE){
if(!is.null(low)) if(low <= Min(object)) low <- NULL
xi <- shape(object); sigma <- scale(object); mu <- loc(object)
if(is.null(low) && is.null(upp)){
@@ -117,7 +129,8 @@
else return(mu+sigma*(gamma(1-xi)-1)/xi)
}
else
- return(E(object, low=low, upp=upp, fun = function(x)x, ...))
+ return(E(object, low=low, upp=upp, fun = function(x)x, ...,
+ diagnostic = diagnostic))
})
setMethod("E", signature(object = "GEV", fun = "function", cond = "missing"),
Modified: branches/robast-1.2/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R 2018-08-15 20:56:26 UTC (rev 1145)
+++ branches/robast-1.2/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R 2018-08-15 22:26:14 UTC (rev 1146)
@@ -1,3 +1,19 @@
+.castToALE <- function(PFam, estimator, toclass){
+ fromSlotNames <- slotNames(class(estimator))
+ to <- new(toclass)
+ for(item in fromSlotNames) slot(to, item) <- slot(estimator,item)
+ to at pIC <- substitute(getPIC(estimator0), list(estimator0=estimator))
+ return(to)
+}
+
+setClass("GPDEstimate", contains="Estimate")
+setClass("GPDLDEstimate", contains=c("LDEstimate", "GPDEstimate"))
+setClass("GPDkStepEstimate", contains=c("kStepEstimate", "GPDEstimate"))
+setClass("GPDORobEstimate", contains=c("ORobEstimate", "GPDkStepEstimate"))
+setClass("GPDMCEstimate", contains=c("MCEstimate", "GPDEstimate"))
+setClass("GPDML.ALEstimate", contains=c("ML.ALEstimate", "GPDEstimate"))
+setClass("GPDCvMMD.ALEstimate", contains=c("CvMMD.ALEstimate", "GPDEstimate"))
+
setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GParetoFamily",estimator="Estimate"),
function(PFam, estimator) as(estimator,"GPDEstimate"))
@@ -12,28 +28,13 @@
function(PFam, estimator) as(estimator,"GPDORobEstimate"))
setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GParetoFamily",estimator="MCEstimate"),
- function(PFam, estimator){# ret0 <- as(estimator,"GPDMCEstimate")
- fromSlotNames <- slotNames(class(estimator))
- to <- new("GPDMCALEstimate")
- for(item in fromSlotNames) slot(to, item) <- slot(estimator,item)
- to at pIC <- substitute(getPIC(estimator0), list(estimator0=estimator))
- return(to)
- })
+ function(PFam, estimator) as(estimator,"GPDMCEstimate"))
setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GParetoFamily",estimator="MLEstimate"),
- getMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GParetoFamily",estimator="MCEstimate")))
+ function(PFam,estimator) .castToALE(PFam, estimator, "GPDML.ALEstimate"))
setMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GParetoFamily",estimator="MDEstimate"),
- getMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GParetoFamily",estimator="MCEstimate")))
-setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GParetoFamily",estimator="CvMMDEstimate"),
- getMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GParetoFamily",estimator="MCEstimate")))
-setMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GParetoFamily",estimator="MCALEstimate"),
- function(PFam, estimator) as(estimator,"GPDMCALEstimate"))
+ function(PFam,estimator) .castToALE(PFam, estimator, "GPDCvMMD.ALEstimate"))
setMethod(".checkEstClassForParamFamily",
@@ -50,28 +51,13 @@
function(PFam, estimator) as(estimator,"GEVORobEstimate"))
setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GEVFamily",estimator="MCEstimate"),
- function(PFam, estimator){ #ret0 <- as(estimator,"GEVMCEstimate")
- fromSlotNames <- slotNames(class(estimator))
- to <- new("GEVMCALEstimate")
- for(item in fromSlotNames) slot(to, item) <- slot(estimator,item)
- to at pIC <- substitute(getPIC(estimator0), list(estimator0=estimator))
- return(to)
- })
+ function(PFam, estimator) as(estimator,"GEVMCEstimate"))
setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GEVFamily",estimator="MLEstimate"),
- getMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GEVFamily",estimator="MCEstimate")))
+ function(PFam,estimator) .castToALE(PFam, estimator, "GEVML.ALEstimate"))
setMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GEVFamily",estimator="MDEstimate"),
- getMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GEVFamily",estimator="MCEstimate")))
-setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GEVFamily",estimator="CvMMDEstimate"),
- getMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GEVFamily",estimator="MCEstimate")))
-setMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GEVFamily",estimator="MCALEstimate"),
- function(PFam, estimator) as(estimator,"GEVMCALEstimate"))
+ function(PFam,estimator) .castToALE(PFam, estimator, "GPDCvMMD.ALEstimate"))
setMethod(".checkEstClassForParamFamily",
@@ -88,25 +74,10 @@
function(PFam, estimator) as(estimator,"GEVORobEstimate"))
setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GEVFamilyMuUnknown",estimator="MCEstimate"),
- function(PFam, estimator){ #ret0 <- as(estimator,"GEVMCEstimate")
- fromSlotNames <- slotNames(class(estimator))
- to <- new("GEVMCALEstimate")
- for(item in fromSlotNames) slot(to, item) <- slot(estimator,item)
- to at pIC <- substitute(getPIC(estimator0), list(estimator0=estimator))
- return(to)
- })
+ function(PFam, estimator) as(estimator,"GEVMCEstimate"))
setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GEVFamilyMuUnknown",estimator="MLEstimate"),
- getMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GEVFamilyMuUnknown",estimator="MCEstimate")))
+ function(PFam,estimator) .castToALE(PFam, estimator, "GEVML.ALEstimate"))
setMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GEVFamilyMuUnknown",estimator="MDEstimate"),
- getMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GEVFamilyMuUnknown",estimator="MCEstimate")))
-setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GEVFamilyMuUnknown",estimator="CvMMDEstimate"),
- getMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GEVFamilyMuUnknown",estimator="MCEstimate")))
-setMethod(".checkEstClassForParamFamily",
- signature=signature(PFam="GEVFamilyMuUnknown",estimator="MCALEstimate"),
- function(PFam, estimator) as(estimator,"GEVMCALEstimate"))
+ function(PFam,estimator) .castToALE(PFam, estimator, "GPDCvMMD.ALEstimate") )
Modified: branches/robast-1.2/pkg/RobExtremes/R/startEstGEV.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/R/startEstGEV.R 2018-08-15 20:56:26 UTC (rev 1145)
+++ branches/robast-1.2/pkg/RobExtremes/R/startEstGEV.R 2018-08-15 22:26:14 UTC (rev 1146)
@@ -30,14 +30,15 @@
names(e0) <- c("scale","shape")
return(e0)
}
- mygev <- GEVFamily(loc=0,scale=e0[1],shape=e0[2], withPos=withPos,
+ mygev <- GEVFamily(loc=0,scale=e0[1],shape=e0[2],
+ withPos=withPos,
start0Est = fu, ..withWarningGEV=FALSE)
mde0 <- try(MDEstimator(x0, mygev, distance=CvMDist, startPar=c("scale"=e0[1],"shape"=e0[2])),silent=TRUE)
if(!is(mde0,"try-error")){
es <- estimate(mde0)
crit1 <- criterion(mde0)
if(.issueIntermediateParams){
- cat("1st candidate:\n", round(es,6), " crit:", round(crit1,6), , " ")
+ cat("1st candidate:\n", round(es,6), " crit:", round(crit1,6), "\n")
}
if(quantile(1+es[2]*x0/es[1], epsn/n)>0){
validi <- 1
@@ -114,8 +115,8 @@
}
}
}
- names(es) <- c("scale","shape")
- return(es)
+ names(es0) <- c("scale","shape")
+ return(es0)
}
.getMuBetaXiGEV <- function(x, xiGrid = .getXiGrid(), withPos=TRUE, secLevel = 0.7,
Modified: branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-08-15 20:56:26 UTC (rev 1145)
+++ branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-08-15 22:26:14 UTC (rev 1146)
@@ -56,7 +56,7 @@
checkIC(pIC(RMXiw), forceContICMethod = TRUE)
## uses contIC 0 - 1 standardization...
## for a moment remove this method
-oldM <- setMethod("makeIC", signature(IC = "ContIC", L2Fam = "L2ParamFamily"))
+oldM <- getMethod("makeIC", signature(IC = "ContIC", L2Fam = "L2ParamFamily"))
removeMethod("makeIC", signature(IC = "ContIC", L2Fam = "L2ParamFamily"))
system.time(RMXiw2 <- RMXEstimator(portpiriei, GEVFam,withMakeIC=TRUE))
checkIC(pIC(RMXiw2))
@@ -64,7 +64,7 @@
estimate(RMXi)
estimate(RMXiw)
-estimate(RMXiw)
+estimate(RMXiw2)
## our output:
mlEi
Modified: branches/robast-1.2/pkg/RobExtremes/man/E.Rd
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/man/E.Rd 2018-08-15 20:56:26 UTC (rev 1145)
+++ branches/robast-1.2/pkg/RobExtremes/man/E.Rd 2018-08-15 22:26:14 UTC (rev 1146)
@@ -20,21 +20,21 @@
\usage{
E(object, fun, cond, ...)
-\S4method{E}{GEV,missing,missing}(object, low = NULL, upp = NULL, ...)
+\S4method{E}{GEV,missing,missing}(object, low = NULL, upp = NULL, ..., diagnostic = FALSE)
\S4method{E}{DistributionsIntegratingByQuantiles,function,missing}(object,
fun, low = NULL, upp = NULL,
rel.tol= getdistrExOption("ErelativeTolerance"),
lowerTruncQuantile = getdistrExOption("ElowerTruncQuantile"),
upperTruncQuantile = getdistrExOption("EupperTruncQuantile"),
- IQR.fac = max(1e4,getdistrExOption("IQR.fac")), ...)
-\S4method{E}{Gumbel,missing,missing}(object, low = NULL, upp = NULL, ...)
-\S4method{E}{GPareto,missing,missing}(object, low = NULL, upp = NULL, ...)
+ IQR.fac = max(1e4,getdistrExOption("IQR.fac")), ..., diagnostic = FALSE)
+\S4method{E}{Gumbel,missing,missing}(object, low = NULL, upp = NULL, ..., diagnostic = FALSE)
+\S4method{E}{GPareto,missing,missing}(object, low = NULL, upp = NULL, ..., diagnostic = FALSE)
\S4method{E}{GPareto,function,missing}(object, fun, low = NULL, upp = NULL,
rel.tol= getdistrExOption("ErelativeTolerance"),
lowerTruncQuantile = getdistrExOption("ElowerTruncQuantile"),
upperTruncQuantile = getdistrExOption("EupperTruncQuantile"),
- IQR.fac = max(1e4,getdistrExOption("IQR.fac")), ...)
-\S4method{E}{Pareto,missing,missing}(object, low = NULL, upp = NULL, ...)
+ IQR.fac = max(1e4,getdistrExOption("IQR.fac")), ..., diagnostic = FALSE)
+\S4method{E}{Pareto,missing,missing}(object, low = NULL, upp = NULL, ..., diagnostic = FALSE)
}
\arguments{
\item{object}{ object of class \code{"Distribution"}}
@@ -50,6 +50,12 @@
\item{IQR.fac}{factor for scale based integration range (i.e.;
median of the distribution \eqn{\pm}{+-}\code{IQR.fac}\eqn{\times}{*}IQR).}
\item{\dots}{ additional arguments to \code{fun} }
+ \item{diagnostic}{ logical; if \code{TRUE}, the return value obtains
+ an attribute \code{"diagnostic"} with diagnostic information on the
+ integration, i.e., a list with entries \code{method} (\code{"integrate"}
+ or \code{"GLIntegrate"}), \code{call}, \code{result} (the complete return
+ value of the method), \code{args} (the args with which the
+ method was called), and \code{time} (the time to compute the integral). }
}
\details{The precision of the computations can be controlled via
certain global options; cf. \code{\link{distrExOptions}}.
Modified: branches/robast-1.2/pkg/RobExtremes/man/GEVFamily.Rd
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/man/GEVFamily.Rd 2018-08-15 20:56:26 UTC (rev 1145)
+++ branches/robast-1.2/pkg/RobExtremes/man/GEVFamily.Rd 2018-08-15 22:26:14 UTC (rev 1146)
@@ -38,7 +38,12 @@
be computed? Defaults to \code{FALSE} (to speed up computations).}
\item{withMDE}{logical: should Minimum Distance Estimators be used to
find a good starting value for the parameter search?
- Defaults to \code{FALSE} (to speed up computations).}
+ Defaults to \code{FALSE} (to speed up computations).
+ We have seen cases though, where the use of the then
+ employed \code{PickandsEstimator} was drastically misleading
+ and subsequently led to bad estimates where it is used
+ as starting value; so where feasible it is a good idea
+ to also try argument \code{withMDE=TRUE} for control purposes.}
\item{..ignoreTrafo}{logical: only used internally in \code{kStepEstimator}; do not change this.}
\item{..withWarningGEV}{logical: shall warnings be issued if shape is large?}
}
Modified: branches/robast-1.2/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2018-08-15 20:56:26 UTC (rev 1145)
+++ branches/robast-1.2/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2018-08-15 22:26:14 UTC (rev 1146)
@@ -39,7 +39,12 @@
be computed? Defaults to \code{FALSE} (to speed up computations).}
\item{withMDE}{logical: should Minimum Distance Estimators be used to
find a good starting value for the parameter search?
- Defaults to \code{FALSE} (to speed up computations).}
+ Defaults to \code{FALSE} (to speed up computations).
+ We have seen cases though, where the use of the then
+ employed \code{PickandsEstimator} was drastically misleading
+ and subsequently led to bad estimates where it is used
+ as starting value; so where feasible it is a good idea
+ to also try argument \code{withMDE=TRUE} for control purposes.}
\item{..ignoreTrafo}{logical: only used internally in \code{kStepEstimator}; do not change this.}
\item{..withWarningGEV}{logical: shall warnings be issued if shape is large?}
\item{..name}{character: optional alternative name for the parametric family;
Modified: branches/robast-1.2/pkg/RobExtremes/man/internal-methods.Rd
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/man/internal-methods.Rd 2018-08-15 20:56:26 UTC (rev 1145)
+++ branches/robast-1.2/pkg/RobExtremes/man/internal-methods.Rd 2018-08-15 22:26:14 UTC (rev 1146)
@@ -7,27 +7,21 @@
\alias{.checkEstClassForParamFamily,GParetoFamily,MCEstimate-method}
\alias{.checkEstClassForParamFamily,GParetoFamily,kStepEstimate-method}
\alias{.checkEstClassForParamFamily,GParetoFamily,ORobEstimate-method}
-\alias{.checkEstClassForParamFamily,GParetoFamily,MCALEstimate-method}
\alias{.checkEstClassForParamFamily,GParetoFamily,MLEstimate-method}
-\alias{.checkEstClassForParamFamily,GParetoFamily,MDEstimate-method}
\alias{.checkEstClassForParamFamily,GParetoFamily,CvMMDEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamily,Estimate-method}
\alias{.checkEstClassForParamFamily,GEVFamily,MCEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamily,LDEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamily,kStepEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamily,ORobEstimate-method}
-\alias{.checkEstClassForParamFamily,GEVFamily,MCALEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamily,MLEstimate-method}
-\alias{.checkEstClassForParamFamily,GEVFamily,MDEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamily,CvMMDEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,Estimate-method}
\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,MCEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,LDEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,kStepEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,ORobEstimate-method}
-\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,MCALEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,MLEstimate-method}
-\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,MDEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,CvMMDEstimate-method}
\title{ Methods for Function .checkEstClassForParamFamily in Package `RobExtremes' }
\description{.checkEstClassForParamFamily-methods}
Modified: branches/robast-1.2/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd 2018-08-15 20:56:26 UTC (rev 1145)
+++ branches/robast-1.2/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd 2018-08-15 22:26:14 UTC (rev 1146)
@@ -5,14 +5,16 @@
\alias{GEVEstimate-class}
\alias{GPDMCEstimate-class}
\alias{GEVMCEstimate-class}
-\alias{GPDMCALEstimate-class}
-\alias{GEVMCALEstimate-class}
\alias{GPDLDEstimate-class}
\alias{GEVLDEstimate-class}
\alias{GPDkStepEstimate-class}
\alias{GEVkStepEstimate-class}
\alias{GPDORobEstimate-class}
\alias{GEVORobEstimate-class}
+\alias{GPDCvMMD.ALEstimate-class}
+\alias{GEVCvMMD.ALEstimate-class}
+\alias{GPDML.ALEstimate-class}
+\alias{GEVML.ALEstimate-class}
\title{Internal Estimator Return Classes in 'RobExtremes'}
\description{S4 classes for return values of estimators
in package \pkg{RobExtremes} defined for internal
@@ -21,10 +23,11 @@
\section{Described classes}{
The S4 classes described here are \code{GPDEstimate}, \code{GEVEstimate},
\code{GPDMCEstimate}, \code{GEVMCEstimate},
- \code{GPDMCALEstimate}, \code{GEVMCALEstimate},
\code{GPDLDEstimate}, \code{GEVLDEstimate},
- \code{GPDkStepEstimate}, \code{GEVkStepEstimate}
- \code{GPDORobEstimate}, \code{GEVORobEstimate}.}
+ \code{GPDkStepEstimate}, \code{GEVkStepEstimate},
+ \code{GPDORobEstimate}, \code{GEVORobEstimate},
+\code{GPDML.ALEstimate}, \code{GEVML.ALEstimate},
+\code{GPDCvMMD.ALEstimate}, \code{GEVCvMMD.ALEstimate}.}
\section{Objects from the Class}{These classes are used internally
to provide specific S4 methods for different estimators later on;
@@ -55,6 +58,14 @@
\code{ORobEstimate}, directly.\cr
Class \code{GEVORobEstimate} extends classes \code{GEVkStepEstimate},
\code{ORobEstimate}, directly.\cr
+Class \code{GPDML.ALEstimate} extends classes \code{GPDEstimate},
+\code{ML.ALEstimate}, directly.\cr
+Class \code{GEVML.ALEstimate} extends classes \code{GEVEstimate},
+\code{ML.ALEstimate}, directly.\cr
+Class \code{GPDCvMMD.ALEstimate} extends classes \code{GPDEstimate},
+\code{CvMMD.ALEstimate}, directly.\cr
+Class \code{GEVCvMMD.ALEstimate} extends classes \code{GEVEstimate},
+\code{CvMMD.ALEstimate}, directly.\cr
}
%\references{}
\author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}}
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